Thanks to all of you for your help !
@splin : I looked into the NUCLEO and this noise of 300 LSB is just way too much for what I'm targeting, even though it's 14 bits and 3.6 MS/s. The thing is that I won't try to implement from scratch one of those ADC (no time, and not enough knowledges to do so). Do you know another board with a similar ADC without those bad decoupling issues (and which would not require too much debugging) ?
@imo : As I mentioned before, since I want to have the most accurate measurement possible, I can't just put a high pass filter, which would modify the noise I measure. Typically, the biggest contributions of noise I'm expecting (and that I already saw with the 10 bits oscilloscope) are in the 1-100 Hz (mechanical vibrations and air fluctuations), 100-300 Hz range (audio vibrations) and in the 3-6 kHz range (active stabilization of the beam by piezo actuators). So, because of all this, I can't just reduce filter out the signal by applying a high pass filter since it would affect the integrity of the measurement.
@kleinstein : Concerning the laser itself, it's a femtosecond laser (15 fs), so the duty cycle is almost 0. The problem for the analysis is that I don't want to remove low frequency components since it would affect the integrity of what I want to measure. I guess I could modify the termination of the photodiode in order to modify its RC constant. But in that case, using classical 50 Ohms BNC cables would make a impedance mismatch, so I don't know if I should go for this or not. Other possibility would be to use a faster photodiode to have a typical RC constant of 10 ADC points as you suggested. I guess that with a 100 MS/s scope, a 1 ns RC constant should be in the right range ...
For the oscilloscope, I thought to this only when I analyzed the data and since the laser is not working for a moment now, I can't take a new measurement right now with a lower bandwidth oscilloscope to see if it would change something. Next time I'll have the opportunity to make the measurement, I'll try with a slower oscilloscope. Another stupid thing I did when I took the measurement was to intentionaly limit the amount of power going on the photodiode to have only 10-20 mV of amplitude, and thus be far from any saturation for the photodiodes. I now realize that this was a bad idea, and next time I'll properly check the voltage I need before saturation (an thus maximizing the dynamic range).
And for the laser, in order to ensure that beam pointing wouldn't affect too much the measurement (and also to reduce the effects of the inhomogeneties on the photodiode surface), I used a strongly divergent lens just before the photodiode, to get an "uniform" intensity profile on the photodiode. And for the interferences, since it's either picosecond or femtosecond pulses (we have different pulse durations at different places in the laser), so even if we had interferences, the typical constant decay time of the Fabry Pérot would be much faster compared to the rise/decay time of any oscilloscope, so no worries on that side
@Andreas : I want to measure the energy in each shot, so integrated power would make more sense, but the big question is to know which threshold of voltage to take for the integration. When I did this first test measurement with the 10 bits 2.5 GS/s scope, depending on the threshold I had for the integration during the analysis, I ended up with completely different results since the amplitude fluctuations I was looking at started to be on the same order of magnitude as the front-end of the scope. Hence why I thought a high dynamic range "1 shot = 1 measurement" by taking the peak intensity only with a low noise front-end would make more sense and would be the most reliable for the signal integrity.
For the amplitude, as I said to Kleinstein, next time I will have the opportunity to make the measurement, I will first characterize properly the saturation of the photodiodes to know up to which voltage I should use the photodiode and maximize the dynamic range of the scope. But I guess it's going to be more in the 10 V range for both photodiodes (10 V max amplitude according to the datasheet for the PDA10DT-EC and 10 V reverse bias for the DET10A2). For the rise-time of the photodiodes, it's 1 ns for the reverse-biased one, and I don't know exactly for the other one (not in the datasheet), but the max bandwidth after amplification is 1 MHz according to the datasheet.
I didn't use the 20 MHz banwidth limiter to avoid to affect the signal integrity. The 2 photodiodes are mounted in a metal shielding (if you want to see :
https://www.thorlabs.com/thorproduct.cfm?partnumber=DET10A2 and
https://www.thorlabs.com/thorproduct.cfm?partnumber=PDA10DT-EC). Unfortunately, we don't have RG223 BNC cables in our lab, so I used simpple RG58 single shielded ones, but the FFT doesn't show any high frequency peak above 1 MHz (I made a measurement at 2.5 GS/s for 100 ms with a 1 GHz bandwidth, and nothing as strong as what you attached).