Actually Christmas Day isn't a Bank Holiday either.  Bank Holidays were introduced by the Bank Holidays Act 1871 (and indeed were nothing to do with the Banks, which prior to the Act didn't actually close).  These introduced (at that time) 4 public holidays (5 in Scotland).  When that act was passed, Good Friday and Christmas Day were already established as days of rest and Christian Worship and thus did not neet to be included in the Act.  Although there have been two additions to the Bank Holidays (New year's day and May Day) and two other changes (Whit Monday became fixed and August Bank holiday was moved to the end of August), Good Friday and Christmas day are still excluded.  It should be pointed out that since 1971, Bank Holidays are no longer a statutory provision, but are proclaimed annually by Royal Proclamation (that is the 6 other than Good Friday and Christmas Day).