Solved! Go to Solution.
if I got you right, you can use the interior labels for your grids: Data Frame Properties > Grids > Properties > Interior Labels > Show interior grid labels. Here you can choose how often you want the labels will be placed (for instance, every minute or so).
Test it and say if it is what you are looking for. :)
Sorry for misleading you in this case. I was thinking that you use the graticules.
Then my question is how do you create this grid of coordinates on borders? What do tick mark mean (where do these come from)? Do you just label some features or is it anything more?