Well if you were showing posts in the order of newest to oldest date that would be easy to accomplish. The problem is determining if a post is the LAST one for a given date. Essentially that means, before you display a post, you need to know if the NEXT post is a different date.
So in your loop, do a query to get one post ID for the date of the current post, and if that result is the same post ID as the current post then you know the current post is also the last post of that date:
<?php
$cpd=mysql2date('Ymd', $post->post_date);
$just_one=get_posts('year=' .substr($cpd, 0, 4) .'&monthnum=' .substr($cpd, 4, 2) .'&day=' .substr($cpd, 6, 2) .'&showposts=1&order=DESC');
if( $just_one) {
$latest_ID=$just_one[0]->ID;
}
if( ($latest_ID == $post->ID) ) {
echo 'this is the latest post for this date';
}
?>