His title rival Lewis Hamilton did use a set of the super-softs, but failed to improve on his soft tyre time and finished the session over a second off the pace.
As both Ferraris stayed on soft rubber and made visits to escape roads -Vettel in Turns 8 and 3, Raikkonen Turn 18 - and Hamilton's efforts on supersofts were frustrated by traffic, Verstappen went quickest on the red-banded rubber with 1m 45.409s - hitting 205.5 miles per hour on the man straight - then improved that to 1m 44.410s.
His team-mate Ricciardo remained cautious about Red Bull's prospects but was expecting a close fight among the top teams in the weekend's remaining sessions. "This circuit is a tough one", Hamilton said.
"The auto was working straight away also on the track so the correlation is good, and also from the engine side we had a little bit of an update so that is always positive". "It's just a case of getting our heads together tonight to work out exactly how to extract that pace".
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Internazionale and Juventus in the Serie A were also interested in the 23-year-old defensive midfielder. No secret that Monaco star Fabinho is a top transfer target of Manchester United .
The Baku street circuit had caught out a fair few drivers in the earlier Friday session, but yellow flags were nearly a permanent feature in the afternoon, with nearly all competitors either making ample use of the run-off areas or brushing the barriers.
Further proof of the circuit's lack of grip came midway through the session when Jolyon Palmer hit the barriers at Turn 9.
But Verstappen went into the barriers at the first corner in the dying minutes of practice, attempting to make the run-off area but losing control of his RB13. It was only fitting that Alonso had to retire with an engine problem in practice as well.
Verstappen posted the fastest time in the first session ahead of Ricciardo and Vettel.
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He was found guilty of committing a " hostile act " against North Korea in March 2016 and sentenced to 15 years of hard labor . Daniel Kanter , one of the three physicians to speak on Warmbier's condition at a Thursday afternoon press conference.
The first practice got underway under a clear sky with track temperatures at a blistering 54 degrees C (129 degrees F). That dropped to a less demanding 44 degrees C (111 degrees F) when the second session started at 5 p.m. local time, the same time as Sunday's race.
The 6-kilometer (3.7-mile) Baku circuit, which glides through the city's medieval walls and passes the Caspian sea, has F1's fastest top speed and is also one of the trickiest.
The super-soft runs were interrupted at the halfway point when the narrow, twisty Turn 8 claimed its second F1 vehicle of the day, as the Renault of Jolyon Palmer ground to a halt in the barriers with broken right-front suspension.
That sent his Red Bull sliding into the barriers, damaging the right-rear suspension. The two Saubers moved off the very bottom of the timesheets as Romain Grosjean struggled to 20th in the second Haas.
Alonso's McLaren grinds to another halt
Those are the words that Fernando Alonso has uttered with disappointing frequency during his three years at McLaren Honda . They are expected to attempt to try to secure a supply of Mercedes customer engines for next season. " Engine, engine ".