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As well known, harmonic functions satisfy the mean value property, namely the average of the function over a ball is equal to its value at the center. This fact naturally raises the question on whether this is a characterizing feature of balls, namely whether a set for which all harmonic functions satisfy the mean value property is necessarily a ball. This question was investigated by several authors, and was finally elegantly, completely and positively settled by Ülkü Kuran, with an artful use of elementary techniques. This classical problem has been recently fleshed out by Giovanni Cupini, Nicola Fusco, Ermanno Lanconelli and Xiao Zhong who proved a quantitative stability result for the mean value formula, showing that a suitable "mean value gap" (measuring the normalized difference between the average of harmonic functions on a given set and their pointwise value) is bounded from below by the Lebesgue measure of the "gap" between the set and the ball (and, consequently, by the Fraenkel asymmetry of the set). That is, if a domain "almost" satisfies the mean value property, then it must be necessarily close to a ball. Here we investigate the nonlocal counterparts of these results. In particular we will prove a classification result and a stability result, establishing that: if fractional harmonic functions enjoy a suitable exterior average property for a given domain, then the domain is necessarily a ball, a suitable "nonlocal mean value gap" is bounded from below by an appropriate measure of the difference between the set and the ball. Differently from the classical case, some of our arguments rely on purely nonlocal properties, with no classical counterpart, such as the fact that "all functions are locally fractional harmonic up to a small error".