I would not say 'in the last few days.' I would say over the last few days or during the last few days. These two phrases would be interchangeable.

They are often interchangeable. "Over the last few days" give the feeling of something happening continuously, while "in the last few days" does not. "Over the last few days I ran my sprinkler" implies the sprinkler was running continuously (but it may not have been). "In the last few days I ran my sprinkler" implies it was not running continuously (but may have been).