It is Thursday. Angel lied on Wednesday, but told the truth on Thursday. Even though Brenda didn't lie on Wednesday, she is lying on Thursday about Wednesday.
Angel lies on Mondays, Tuesdays and Wednesdays but tells the truth the rest of the week.
Brenda lies on Thursdays, Fridays and Saturdays, but tells the truth every other day.
Angel says, “Yesterday I was lying.”
Brenda replies, “So was I.”
What day was it?