Limit the legend to the first and last page

Is it possible to show the legend only on the first and last pages of my schedule?

Yes, this can be done by changing your legend to a "floating" legend.

Right click the legend and choose Legend Properties.
Enter page numbers, separated by commas in the space under Limit the Floating Legend to just the following pages:
Use your mouse to position the legend. If you want the legend at the bottom of the schedule and still want to use the floating legend feature, just increase the schedule's margin via the Layout tab.