Bioware has shared some interesting specs for Dragon Age Inquisition. Roughly one-third of all players made their Grand Inquisitors women.
— Dragon Age (@dragonage) January 15, 2015
To be more specific, this breaks down to 32 % of women Grand Inquisitors, compared to 68 % of men Grand Inquisitors. This also takes into account all of the platforms the game was released in.
it certainly says something about the demographics of the Dragon Age fanbase, but more broadly, shows that yes, there is a market for women for playing action oriented, even violent, games like it.