In this study, we consider the situation where contraints are made on the domains of two random variables whose joint copula is an extreme value model. We introduce a new measure which characterize these conditional dependence. We proved that every bivariate extreme value copulas is totally characterized by a conditional dependence function. Every two-dimensional distribution is also shown to be max-infinite divisible under a restriction on the new measure. The average and median values of the measure have been computed for the main bivariate families of parametric extreme value copulas.