Leaving early as an intern

I wouldn't. At the end of the day, it's 8 weeks, this is probably your first or second job... you kind of need to put in these reps and do your time. Build the muscle now of being okay just sitting at work if you have nothing to do. Finance is a really small world and someone could call your old internship, you could run into one of them down the road etc. 

If your team is mostly gone or telling you to leave that's one thing, no need to wait until the very last analyst leaves at 3am, but if everyone else is still there you should be as well. Being "available on teams" as an intern is basically being done for the day