when you have site like example.blogspot.com then it'll show rank of main site blogspot.com that's alexa's rule...rank of main domain..in any of it's subdomain using that widget... take a tld domain like example.com for yourblog.blogspot.com then that'll have an alexa...
This is a common problem - some days mine shows the rank of Blogger, other days the rank of my actual blog. Seems to be a bug in the Alexa system and not much you can do about it.