Welcome to the community
Hmmmm...I think I understand you want to do some benchmarking of competitor pricing, but what do you want ultimately? A model that sets prices to beat, or match competitor pricing? Ultimately you want to increase profits? I would think you also need to have some understanding of what the competitors are paying (e.g., inventory, storage, shipping/delivery). Not sure how you get this?
You should start by listing what questions you are trying to answer. For example, What are the actual prices being charged by company x? How consistent is this pricing? What affects this pricing (e.g., promotions, holidays, loyalty)? What comparisons do you want to make (e.g., brand, alcohol type, quantity discounts, delivery charges, speed of delivery)?
These questions should help you develop a list of what input variables and responses you want in your data table. One of those columns will be competitor name. No need to do this separately for each competitor.
You listed some statistical tools/techniques, but without context those are just a list of tools. For example, what were you regressing on? Why? How much experience do you have in statistical method application?
"All models are wrong, some are useful" G.E.P. Box