When Messenger of Allah ﷺ arrived at Medina, he found the Jews observing the fast on the day of 'Ashura' (10th of Muharram). The Prophet ﷺ asked them (about it) and they replied, "This is the day when Moses became victorious over Pharaoh." The Prophet ﷺ said (to the Muslims), "We are nearer to Moses than they, so fast on this day."
لَمَّا قَدِمَ رَسُولُ اللَّهِ ﷺ الْمَدِينَةَ وَالْيَهُودُ تَصُومُ عَاشُورَاءَ فَسَأَلَهُمْ فَقَالُوا هَذَا الْيَوْمُ الَّذِي ظَهَرَ فِيهِ مُوسَى عَلَى فِرْعَوْنَ فَقَالَ النَّبِيُّ ﷺ نَحْنُ أَوْلَى بِمُوسَى مِنْهُمْ فَصُومُوهُ