Scanning superconducting quantum interference device microscopy (sSQUID) is currently one of the most effective methods for direct and sensitive magnetic flux imaging on the mesoscopic scale. A SQUID-on-chip design allows integration of field coils for susceptometry in a gradiometer setup which is very desirable for measuring magnetic responses of quantum matter. However, the spatial resolution of such a design has largely been limited to micrometers due to the difficulty in approaching the sample. Here, we used electron beam lithography technology in the fabrication of the 3D nano-bridge-based SQUID devices to prepare pick-up coils with diameters down to 150 nm. Furthermore, we integrated the deep silicon etching process in order to minimize the distance between the pick-up coil and the wafer edge. Combined with a tuning-fork-based scanning head, the sharpness of the etched chip edge enables a precision of 5 nm in height control. By scanning measurements on niobium chessboard samples using these improved SQUID devices, we demonstrate sub-micron spatial resolutions in both magnetometry and susceptometry, significantly better than our previous generations of nano-SQUIDs. Such improvement in spatial resolution of SQUID-on-chip is a valuable progress for magnetic imaging of quantum materials and devices in various modes.