Ibn 'Abbas said: When the Prophet (ﷺ) came to Medina, he found the Jews observing fast on the day of 'Ashurah; so they were asked about it (by the Prophet). They said: This is a day on which Allah gave Moses domination over Pharaoh. We fast on it out of reverence to him. The Messenger of Allah (ﷺ) said: We have a closer connection with Moses than you have. He then gave orders that it should be observed.
Source: sunnah.com
Other translations
Arabic
حَدَّثَنَا زِيَادُ بْنُ أَيُّوبَ، حَدَّثَنَا هُشَيْمٌ، حَدَّثَنَا أَبُو بِشْرٍ، عَنْ سَعِيدِ بْنِ جُبَيْرٍ، عَنِ ابْنِ عَبَّاسٍ، قَالَ لَمَّا قَدِمَ النَّبِيُّ صلى الله عليه وسلم الْمَدِينَةَ وَجَدَ الْيَهُودَ يَصُومُونَ عَاشُورَاءَ فَسُئِلُوا عَنْ ذَلِكَ فَقَالُوا هَذَا الْيَوْمُ الَّذِي أَظْهَرَ اللَّهُ فِيهِ مُوسَى عَلَى فِرْعَوْنَ وَنَحْنُ نَصُومُهُ تَعْظِيمًا لَهُ . فَقَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " نَحْنُ أَوْلَى بِمُوسَى مِنْكُمْ " . وَأَمَرَ بِصِيَامِهِ .
sunnah.com