So I’ve double-checked it through Google Display Planner and it shows that there are around 4% of visitors on Steam that are female, not 18% as indicated by Alexa.
Some things you should know about Steam
Sergey Galyonkin

These numbers should never have been considered accurate due to the high numbers of unknown, and differences in the use of browser vs steam application, and differences in the use of google accounts. But if you go use google display planner right now, you’ll find the numbers are a lot different.

This month 12% of users are male, 7% of users are female, and so over 80% of users are unknown. If we are to imagine that this is all random, this actually says over a third of steam store users are female.

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