This is a really common error in our Skype English classes. In Spanish ‘el última día’ can mean ‘la última vez’ or ‘last time (we met/we did an activity)’. If ‘el última dia’ has the sense of the last time you did something/met then in English you do not want to say ‘the last day’. Only use ‘the last day’ if you are really specifically talking about ‘a day’. Do not use ‘the last day’ if you are talking about the last time you did something. In this case you need to use ‘last time’.
For instance, often in our Skype English classes students say something like ‘the last day we studied modal verbs’. This is wrong. It would be: ‘last time we studied modal verbs’.