Wednesday has been a particular occasion for fasts, services, lectures, etc. throughout church history.
Virginia's Laws Divine, Moral and Martial, circa 1612, contained this provision:
"All Preachers or Ministers within this our Colonie, or Colonies, shall in the Forts, where they are resident, after divine Service, duly preach every Sabbath day in the forenoone, and Catechise in the afternoone, and weekely say the divine service, twice every day, and preach every Wednesday, likewise every Minister where his is resident, ..."