The compound with the formula XeO3 is also known as Xenon trioxide. This is a highly explosive compound and should always be treated with great caution.
Xenon trioxide is white, crystalline powder in appearance, comprised roughly 1/4 oxygen and 3/4 xenon. The powder is capable of absorbing water if place in humid surroundings and this couple with its low boiling point of 25C means xenon trioxide can detonate at room temperature without any other exterior interference.
Although xenon trioxide is an oxidation compound, it can only oxidize slowly, limiting its commercial usefulness. However, it has been suggested than xenon trioxide could be used in conjunction with silicon dioxide for use in blasting caps and detonators or used in the tips of explosive shells.
Here's a brief film explaining the bonding process of XeO3: