We present a method for fabricating Josephson junctions and superconducting quantum interference devices (SQUIDs) which is based on the local anodization of niobium strip lines 3 to 6.5 nm-thick under the voltage-biased tip of an Atomic Force Microscope. Microbridge junctions and SQUID loops are obtained either by partial or total oxidation of the niobium layer. Two types of weak link geometries are fabricated : lateral constriction (Dayem bridges) and variable thickness bridges. SQUIDs based on both geometries show a modulation of the maximum Josephson current with a magnetic flux periodic with respect to the superconducting flux quantum h/2e. They persist up to 4K. The modulation shape and depth for SQUIDs based on variable thickness bridges indicate that the weak link size becomes comparable to the superconducting film coherence length which is of the order of 10nm.
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