What do you mean by 'on'? Does your boiler have to constantly be working to keep your place warm, or is it well-insulated enough to maintain temperature for a while?
If it's well insulated, the heating can be 'on' in the sense that the thermostat is set above the outside temperature, but you're not using much gas/electric because heat is retained.
If it's poorly insulated, 'on' means the radiators are all blasting out heat which is immediately leaving the building. I think it also takes a lot more energy to go from cold to warm than it does to maintain a given (reasonable) temperature.
Tl;dr: consider insulation as a factor in the cost of heating, it's as least as important as the thermostat setting.
It's also really fucking cold at the moment, so everyone's using more power for heating than they normally would...