The last day is when Christ comes to take His people home, and this sun, moon, and earth will be destroyed.
Immediately after the tribulation of those days shall the sun be darkened, and the moon shall not give her light, and the stars shall fall from heaven, and the powers of the heavens shall be shaken: And then shall appear the sign of the Son of man in heaven: and then shall all the tribes of the earth mourn, and they shall see the Son of man coming in the clouds of heaven with power and great glory. (Mt 24:29,30).
But long before that, Christ has already come to take His people home at the Resurrection/Rapture.
Let not your heart be troubled: ye believe in God, believe also in me. In my Father's house are many mansions: if it were not so, I would have told you. I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, there ye may be also. (John 14:1-3).
Otherwise how could he possibly come WITH His saints unless He had already come FOR His saints? And since "the last day" includes the resurrection of both the just and the unjust, it is actually a period of time extending over 1,000 years.