Which oxide of sulphur is capable of acting as oxidizing as well as reducing agent? Why?

Any substance containing an atom that it is at an intermediate oxidation level compared to all its possible oxidation states.

For example in hydrogen peroxide (H2O2) oxygen is at the -1 state. However oxygen can be also at 0 or -2.
Thus under proper conditions H2O2 acts a reducing agent and thus it oxidises to O2 (0 oxidation number) or as an oxidising agent and thus it gets reduced to O with an oxidation number -2.