We report STM spectroscopy measurements of in-situ cleaved Bi₂Sr₂CaCu₂O₈ single crystals at 4.8 Kelvin, where we achieved strong evidences for true vacuum tunneling. These careful experiments result in very reproducible spectroscopy as a function of position on the surface, and as a function of tip/sample spacing. The characteristic features of the tunneling spectra are a significant filling of the gap region, a large density of states at the gap edges and a weak dip about 70 meV below the Fermi level. Such IV characteristics are not compatible with a single gap BCS-like s-wave theory. Furthermore, we report spatially resolved spectroscopy where we observe regions with two distinct gap values. A double gap structure appears in the tunneling spectra acquired in the vicinity of the boundary between these regions. We believe the double gap structure we observe in this case does not reflect an intrinsic gap anisotropy, but seems rather related to crystalline inhomogeneities. This demonstrates the potential of the STM's spatial resolution to shed some light on the controversy among the tunneling spectroscopy of high temperature superconductors published so far.