This is my UISegmentedControl written in Swift:

I created it with the following code:

let selectedAttributes: NSDictionary = [
        NSForegroundColorAttributeName: UIColor.black,
        NSFontAttributeName: fontForSegmentedControl!
    ]

    let normalAttributes: NSDictionary = [
        NSForegroundColorAttributeName: UIColor.gray,
        NSFontAttributeName: fontForSegmentedControl!
    ]

    mySegmentedControl.setTitleTextAttributes(selectedAttributes as [NSObject : AnyObject], for: UIControlState.selected)

    mySegmentedControl.setTitleTextAttributes(normalAttributes as [NSObject : AnyObject], for: UIControlState.normal)

and the extension for removing borders is here:

extension UISegmentedControl {
    func removeBorders() {
        setBackgroundImage(imageWithColor(color: UIColor.white/*backgroundColor!*/), for: .normal, barMetrics: .default)
        setBackgroundImage(imageWithColor(color: tintColor!), for: .selected, barMetrics: .default)
        setDividerImage(imageWithColor(color: UIColor.clear), forLeftSegmentState: .normal, rightSegmentState: .normal, barMetrics: .default)
    }

    // create a 1x1 image with this color
    private func imageWithColor(color: UIColor) -> UIImage {
        let rect = CGRect(x: 0.0, y: 0.0, width:  1.0, height: 1.0)
        UIGraphicsBeginImageContext(rect.size)
        let context = UIGraphicsGetCurrentContext()
        context!.setFillColor(color.cgColor);
        context!.fill(rect);
        let image = UIGraphicsGetImageFromCurrentImageContext();
        UIGraphicsEndImageContext();
        return image!
    }
}

But there's one thing wrong with it.

When I tap (and hold) the ONE or TWO it changes the background color to this (for the time it's being touched by user's finger):

I'm missing some code for changing style for selected (temporary pressed) option in UISegmentedControl.

How can I remove the dark grey selection and leave it with clear color?

Similar to how you have already set the background image for UIControlState.normal, you need to set appropriate images for UIControlState.highlighted and UIControlState.selected + UIControlState.highlighted.

Add the following code to your extension function removeBorders() (assuming you want to have a clear background for pressed not selected segment and a tint colored background for pressed selected one):

setBackgroundImage(imageWithColor(color: .clear), for: .highlighted, barMetrics: .default)
setBackgroundImage(imageWithColor(color: tintColor!), for: [.selected, .highlighted], barMetrics: .default)

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