The evolution of the stock market began in 12-13th century Europe, France to be specific, then went on to Amsterdam. Saturday and Sunday were traditionally "Off work" days, moreso Sunday due to the Christian no work policy on the 7th day (universe was created in the first 6 days, and on the 7th, God rested) This is most likely the beginning of it. Also, banks and many businesses, until recently, did not work on Saturday or Sunday.
For most Christians, Sunday is observed as a day of worship of God and to rest, due to the belief that it is the Lord's Day, the day of Christ's resurrection. Sunday is a day of rest in most Western countries, part of 'the weekend'. In some Muslim countries, Sunday is a normal working day whereas Friday is the day of rest, when Muslims go to jummah prayer. According to the Hebrew calendars and traditional Christian calendars, Sunday is the first day of the week, and according to the International Organization for Standardization ISO 8601 Sunday is the seventh and last day of the week.
I was only quoting what I heard in Sunday school. According to the Christian tradition in the beginning it was. Only recently has it changed to the 1st day, which is bizarre considering how many other things the church sticks to without any deviation.