@peekay123, thank you, I will keep this in mind. At the moment, I am using an arduino. I want to measure 500mA at the maximum.
@ScruffR: thank you for your help! It’s working now a little bit better. But the adjustment of the VRef (R3) is very sensitive. My power supply is OK so far, no noise or random or periodic deviation. Only a little bit of moving the R3 is followed by an output voltage change of 1V or so. I am thinking about a precision multiturn potentiometer for R3. How do you adjust the R3? Did you had also that problems adjusting this?
Nope, I don’t use these, but looking at the schematics and the datasheet suggested this route to tackle your problem 
Sorry, that was my mistake. I ment R4 instead of R3 