Who is your fan base? Where do you draw people from?
1. Your Friends. As mentioned above, you may not get them to both shows, but could cajole them to one. Here's the catch: some of your friends have a work assignment due on Thursday morning, so cannot come Wednesday night, but the day after would love to come. The other way around, some folks can make it Wednesday, but not on Thursday as for their kids' piano lessons for instance. At the same time, your friends will tell their friends and send them to your performance. Either way, the likelihood of friends (or your friends' friends) coming, increases, the more shows you have in town. This happens all the time. Okay, maybe not always, but a lot of times. A lot more often than the main argument of the venues may allow for.
2. Your Fans. Your fans will choose the show that fits their schedule better, and the venue they like better (they're usually not so price sensitive, especially if they can hear you for say $8 or $12 in a listening room vs. for free in a noisy bar). Superfans will come to both shows. They will bring their friends or at least tell them that you're in town. So the fan-induced (=most powerful as it is authentic and from a third party) promo will increase your overall draw, likely helping both shows and both venues. 3. Built-in Crowds of the Venues. The built-in folks (the venue's business model and stage in development allowing) are regulars, semi-regulars or non-regulars of the venue. They may or may not care who's coming to play. They just like that their is the vibe of live music (or they like the food or the bartender). They may even like the idea of supporting local and independent music. They may even tip you well and buy a CD. But they would in most cases not change the place they go to. That's because they are creatures of habit. So, if they are Wednesday-kind-of-people and like venue A, they will go on Wednesday to venue A and maybe decide to stay for another round of drinks or two longer, if the band is good. They don't care whether that band plays another gig the next day two blocks down the road. We know this first hand. We could play the same town one month at venue A, folks love us, buy CD's, cheer and go the all out and like us on Facebook. When we come the next month (notice: 4-6 weeks gap that the venue asked for was complied with) to venue B, these folks still rave about us, but hang out at venue A still.
4. Local Concert Goers. Here we have them, they are our favorites. These guys and girls comb through the local event listings to see what's going on in the local world of music. As they go up and down the pages, they see three dozen band names they have never heard about. Then they read another unknown band name, i.e. yours. Twice. Back-to-back. Wednesday at venue A, Thursday at venue B. This stands out, so chances are, the concert goers will check you out. So, just because they've seen your name (=brand) more than others', they'll check you out. Marketing 101. Meaning, they wouldn't come see you if you only played one show. They wouldn't even think about it, because you went unnoticed. Now that you do stand out though, these music lovers will see what combination of day of week, date, time, price and venue fits them better and will go. If they can make it to the first show (good for venue A) and like it, there's a good chance that they'll promote your second show for you and bring a bunch of friends (good for venue B).
For all four sub-groups of your draw, playing twice in a row in the same town either doesn't hurt or is even beneficiary! So, please, dear venues, embrace your touring acts (and with it your fellow local venues) and make it Win-Win for all. While yes, there is a chance you lose a little business one week (it's an outside chance, and it will even out in the end), you might just as well benefit tremendously and run more profitably. Plus, long-term, the music scene will glow and grow and attract great touring acts, securing that locals will go out and patronize your business for long times to come.