Getting the data into SPSS
Typically when you organize your data, the rows in the data matrix correspond to the units of analysis, and the columns correspond to attributes of those units. Given the description of your data, you have basically three possible units of analysis, companies, days, and companydays. Given the format of your CSV files it will be easiest to either import the data as "days" or "companydays". I'm going to suggest you import it as "company*days" as it is easier to transform the data to the other units of analysis later on if needed in that format.
So to import the data, you can use this syntax (just replace with the right variable names and formats). I just generated this example through the GUI.
Dataset Name NASDAQ_MSFT.
I would then make a variable that identifies what company the dataset correponds to.
string company (A100).
compute company = "NASDAQ_MSFT".
After you have loaded the csv files into SPSS datasets, you can then concatenate them together with the add files command. Note this adds new rows to the dataset, not columns, hence the need to make a variable that identifies each company.
ADD FILES file = 'NASDAQ_MSFT'
/FILE = 'OTHER_DATASET'
/FILE = 'OTHER_DATASET'.
This will obviously be tedious, but if it only needs to be done once I would just write a macro to semi automate the job. If this needs to be done periodically I would suggest posting the question to one of the other SPSS forums (links provided in the SPSS tag wiki), I wouldn't be surprised in someone has already made a tool via Python to accomplish this (i.e. getting all the files in one directory and doing whatever you want with them).
Analyzing the data
To be able to give useful advice you need to be able to formulate more specific questions. Different hypotheses would require different answers to your second question. Below I have posted a simulated example getting the average slope against time for all companies (via the split file command) and two plotting examples I cooked up with the GUI. If they are not clear enough just say so in a comment and I will add further explanation. For documentation on SPSS's graph language and other syntax see this page.
loop #company = 1 to 10.
loop time = 1 to 100.
compute company = #company.
compute price = RV.NORMAL(#company,.10).
variable level company (NOMINAL).
end input program.
*USING split file to get the average slope against time for every company.
sort cases by company.
split file by company.
/STATISTICS COEFF OUTS R ANOVA
split file off.
*Multiple lines on one chart via Chart Builder GUI, note the panel variable needs to be coded as nominal.
/GRAPHDATASET NAME="graphdataset" VARIABLES=time price company MISSING=LISTWISE REPORTMISSING=NO
DATA: time=col(source(s), name("time"))
DATA: price=col(source(s), name("price"))
DATA: panel=col(source(s), name("company"), unit.category())
GUIDE: axis(dim(1), label("time"))
GUIDE: axis(dim(2), label("price"))
GUIDE: legend(aesthetic(aesthetic.color.interior), label("company"))
ELEMENT: line(position(time*price), color.interior(panel), missing.wings())
*Small multiples via the IGRAPH GUI.
/CATORDER VAR(company) (ASCENDING VALUES OMITEMPTY)
/LINE(MEAN) KEY=ON STYLE=LINE DROPLINE=OFF INTERPOLATE=STRAIGHT BREAK=MISSING.