Doctors give you permission to continue
They say if you are with this thing, it is okay to continue having sex throughout the month without taking a break. It is very natural and safe for both partners. To avoid the biggest inconvenience, that of stains consider putting a towel on the bed or having sex in the shower.
You can really like it
Sexual arousal is different for every woman: some may find sex boring during those days and some others may like it. On the first day estrogen and testosterone are at low levels, but on the third day their levels increase. Many women say they feel sexually smarter and more sensitive during this time. Moreover, the lubrication will be bigger and more natural, so you can enjoy it more.
… Your partner may like it too
Women assume that men do not like to have sex during this period of the month. In fact, she is the one who is saying "no" to sex and not her partner. Every couple is different from the other. If you are curious what your partner thinks talk to him before things get hot.
You can make less "clutter"
Using a condom can be comfortable and can help at least one of the partners not to get dirty. Also the position you choose to have sex can help you. The woman lying on her back can be a good position to have less bleeding (thanks to gravity).
Remember to protect yourself!
Even if you have sex during periods you can still get pregnant. In some women the periods last more than a week and sometimes ovulation can coincide with menstruation. In addition, semen can live 3 to 5 days so a way to protect yourself from pregnancy should be used.
She advises that special care be taken even against sexually transmitted diseases as the risk of an infection is greater during those days.
Source: Women's Health