"at a URL" or "on a URL"?

"At url" would be the idiomatic way to say this.

For these sorts of questions google ngram is your friend. There you see that the usage of "at" occurs and "on" does not.

One of the commenters is correct though, when you are talking about a web site by name rather than by url you can say either "at StackOverflow" or "on StackOverflow" but the latter is more common. Again, using "cnn.com" as an example, google ngram votes clearly for "on" but certainly allows for "at".