If you have a Calendar table (see here for example) with a field called Date and making some assumptions about your data structure:
SELECT c.[Date], 
       ISNULL(p.Prices,'No Prices')
FROM Calendar c
LEFT JOIN Prices p ON c.[Date] = p.[Date]
Your question is not very clear, but it actually might even be as simple as just checking for the presence of a row for the previous day, rather than reporting across all dates (in this case I consider there are multiple products):
SELECT DISTINCT 
    prod.Product,
    CASE WHEN prev.Product IS NULL 
         THEN 'No Prices for yesterday' 
         ELSE 'Prices recorded for yesterday'
    END AS PricesYesterday
FROM Prices prod
LEFT JOIN Prices prev ON prev.Product = prod.Product
                      AND prev.[Date] = dateadd(day,datediff(day,0,GETDATE()),0) - 1