SUMMARY: Cryo-electron microscopy (cryo-EM) visualization transforms high-resolution 3D density volumes into intuitive representations, playing a vital role in structural biology. However, the increasing scale of cryo-EM data poses challenges for interactive visualization, including storage, transmission, and exploration. To address this, we propose a hybrid quantized implicit neural representation (INR) method that compresses cryo-EM volumes while supporting efficient on-demand access. To evaluate its effectiveness, we benchmark our approach against traditional compression techniques and one classic INR compressor, assessing both compression efficiency and visual quality. Beyond standard metrics, we examine performance on key cryo-EM tasks, including overall structure identification, secondary structure recognition, and fine-chain inspection. Our results demonstrate that the quantized INR achieves superior storage efficiency and task-relevant fidelity, and we provide an interactive tool and guidelines to assist users in selecting optimal compression strategies. AVAILABILITY: To facilitate future research, we provide our quantized neural representation approach and interactive tool available at Zenodo (https://doi.org/10.5281/zenodo.19688284) and GitHub (https://github.com/ChiefMoo/Lossy-Cryo-EM-Compression).