depends on the program. some will do them during the week (eg - tues throughout the interview months) while others have a couple of saturdays. it really varies.
The vast majority of programs have weekday interviews. A few surgery and surgical subspecialty programs will do Saturday interviews. It's much more common in the fellowship interview setting than in residency.
If you interview on a weekend there will be a skeleton crew of residents and attendings (all of whom want to get their work done and go home if they can), you won't get to see any of the didactics at the program and you really won't get an idea of how the program works.