When did Jesus institute the Sacrament of the Most Holy Eucharist?
Our Blessed Lord instituted the Most Holy Eucharist at the Last Supper on Holy Thursday, the night before He gave His life for us on Calvary.
from Pocket Catholic Dictionary
by John A. Hardon, S.J., Doubleday c 1980, 1985
Eucharist. The true Body and Blood of Jesus Christ, who is really and substantially present under the appearances of bread and wine, in order to offer himself in the sacrifice of the Mass and to be received as spiritual food in Holy Communion. It is called Eucharist, or "thanksgiving", because at its institution at the Last Supper Christ "gave thanks," and by this fact it is the supreme object and act of Christian gratitude to God.
Although the same name is used, the Eucharist is any one or all three aspects of one mystery, namely the Real Presence, the Sacrifice, and Communion. As Real Presence, the Eucharist is Christ in His abiding action of High Priest, continuing now to communicate the graces He merited on Calvary; and as Communion, it is Christ coming to enlighten and strengthen the believer by nourishing his soul for eternal life.