We studied nearly optimally Ni-substituted BaFe$_{2-x}$Ni$_x$As$_2$ (BFNA) single crystals with $T_C approx 18.5$,K. In irreversible magnetization measurements, we determined the field dependence of the critical-current density and discuss the nature of observed strong bulk pinning. Using intrinsic multiple Andreev reflections effect (IMARE) spectroscopy, we directly determine two distinct superconducting gaps and resolve their moderate anisotropy in the momentum space. The BCS-ratio for the large gap $2Delta_L/k_BT_C > 4.1$ evidences for a strong coupling in the $Delta_L$-bands.