My company only has a dozen employees so we don't have it either. Even worse, we don't get our paychecks on the last day of each pay period, we get them on the 3rd business day after the end of each pay period. So say the pay period ends on Friday the 30th, I may not get a check until Wednesday the 5th. It's kind of a hassle. Every other place I have ever worked we either got paid ON the last day of the pay period or the first day of the next pay period. I don't know what is up with the 3 day delay.
My husband works for a giant company and their payroll department is very on the ball which is a nice contrast to my company.

If the last day of the pay period falls on a Sunday, his direct deposit will show up in our account the Friday beforehand.