For every couple of Hausdorff functions $ ψ$ and $\varphi $ verifying some mild assumptions, there exists a compact subset $ K $ of the Baire space such that the $ \varphi$-Hausdorff measure and the $ ψ$-packing measure on $ K$ are both finite and positive. Such examples are then embedded in any infinite dimensional Banach space to answer positively a question of Fan on the existence of metric spaces with arbitrary scales.