Both sound fine to me. Maybe a slight difference, if the sentence refers to the future, we use would; if it refers to the present, we use the simple past form of the verb.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.
IvanhrIt seems to me that he changed his mind mid-sentence and continued as if he had said "on Wednesdays".'On a Wednesday' is fine in British English, if a little informal.
simonlearnenglishthere is a 'by' at the beginning of your sentence.so I guess the first one using 'would' would be more reasonable.It would make no difference to the verb in this sentence if the preposition were 'at.