Can Muslim women wear western bathing suits and work out clothes if they are in a an all female gym?

At my gym I see some girls and women in our swimming pool covered head to toe. Same in my zumba class. I just wondered if our gym was all female if they could wear a typical swimsuit, like a Speedo? Or, in zumba a tank top and sweatpants like the rest of us?

I was just thinking that I would assume Muslim women who comply with strict rules regarding what they wear, probably don’t have these concerns when around other women. But, I have no idea how it really is.