The colour anodised finish is an extremely tough protective layer.  It is not a coating like paint which can chip off, the anodised layer is actually part of the material itself, intergrating on a microscopic level.  The coating effectively stops corrosion of the aluminium and preserves the longevity of the instrument.  It is very hard and durable and can be wiped clean with a damp cloth, IPA or alcohol based cleaning solution (like meths).