Penso che tu stia cercando questo:
select distinct *
from (SELECT date,
if(group_concat(distinct cust_price), from_product_id, null)as from_product_id,
if(group_concat(distinct comp_price), to_product_id, null) as to_product_id,
group_concat(distinct cust_price) as cust_price,
group_concat(distinct comp_price) as comp_price
FROM (select cust_hist.date,matches.from_product_id,
matches.to_product_id,cust_hist.price cust_price,
comp_hist.price comp_price
from tmp_match matches
inner join tmp_price_history cust_hist on matches.from_product_id = cust_hist.product_id
inner join tmp_price_history comp_hist on matches.to_product_id = comp_hist.product_id
WHERE comp_hist.date = cust_hist.date
union
select comp_hist.date,matches.from_product_id,
matches.to_product_id,null as cust_price,
comp_hist.price comp_price
from tmp_price_history comp_hist
join tmp_match matches
on matches.to_product_id = comp_hist.product_id # and matches.from_product_id is null
union
select cust_hist.date,matches.from_product_id,
matches.to_product_id,
cust_hist.price cust_price,
null comp_price
from tmp_price_history cust_hist
join tmp_match matches
on matches.from_product_id = cust_hist.product_id # and matches.to_product_id is null
order by DATE, from_product_id, to_product_id, cust_price, comp_price) as u
group by date,from_product_id,to_product_id) g
La tua idea sullo snippet sql è stata fantastica!