  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 $2\Delta_L/k_BT_C > 4.1$
evidences for a strong coupling in the $\Delta_L$-bands.
