When you say the last day of the last month, I assume mean the last day of the previous month. The last of the day of the last month could be interpreted as always being December 31st.
A custom filter like the following should do the job:
The trunc_months() function truncates the date to the beginning of that months, which would return 2020-03-01. For each date it would always return year-month-01
Now you are substracting one day from that date and get 2020-02-29