Finite antidot arrays were fabricated by atomic force lithography using local anodic oxidation. Low-temperature magnetoresistance measurements on a square 20×20 antidot lattice with a period of a=300 nm showed clear commensurability peaks as well as a quenching of the Hall effect around zero magnetic field. In addition B-periodic oscillations were found superimposed on the main commensurability peak around one antidot at temperatures as high as 1.7 K. These observations indicate the high electronic quality of AFM-defined antidot lattices.