Thursdays have long been the more common weekday matinee day on the West End, although some shows do Wednesday or even Tuesday matinees. As others have noted, some shows have tried alternate weekday matinees (Thursday and/or Friday) but it has never really caught on. The audiences at midweek matinees are largely retirees, many of whom are in the habit on going on Wednesdays and do not want that habit disturbed.
"You travel alone because other people are only there to remind you how much that hook hurts that we all bit down on. Wait for that one day we can bite free and get back out there in space where we belong, sail back over water, over skies, into space, the hook finally out of our mouths and we wander back out there in space spawning to other planets never to return hurrah to earth and we'll look back and can't even see these lives here anymore. Only the taste of blood to remind us we ever existed. The earth is small. We're gone. We're dead. We're safe."
-John Guare, Landscape of the Body