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Let E be a cookie-cutter set with dim H E = s. It is known that the Hausdorff s-measure and the packing s-measure of the set E are positive and finite. In this paper, we prove that for a gauge function g the set E has positive and finite Hausdorff g-measure if and only if 0 < lim inf t→0 $$ \tfrac{{g(t)}} {{t^s }} $$ < ∞. Also, we prove that for a doubling gauge function g the set E has positive and finite packing g-measure if and only if 0 < lim sup t→0 $$ \tfrac{{g(t)}} {{t^s }} $$ < ∞. [ABSTRACT FROM AUTHOR]