Sir Richard Colt Hoare tells us, was a barrier erected by the Belgae against the Celts, and served as a boundary between these tribes. Dr. Stukeley says the original mound was added to by the Anglo-Saxons when they made it the boundary-line of the two kingdoms of Mercia and Wessex. It was also used by the Britons as a defence against the Romans, who attacked them from the side of Gloucestershire and Oxfordshire.
In its most perfect state it began at Andover, in Hampshire, ran through the counties of Berkshire, Wiltshire, and Somersetshire, and terminated in the “Severn Sea” or Bristol Channel. It was called Wodenes Dyke by the Saxons, contracted into Wondes-dyke, and corrupted to Wans-dyke, as Wodenes-daeg is into Wednes-day.
(See Wats Dyke.)
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894