The Steam 2016 January statistics showed the Linux gaming marketshare regressing on a percentage basis and that was carried over to February. The February 2016 Steam survey results are now available and it doesn't show the Linux gaming market-share as a percentage improving at all.
These latest survey results put Linux at 0.91%, or a 0.04% drop compared to the month prior. Windows was at 95.59% for last month and OS X at 3.40%. For the past year or so, the Steam Linux market-share has largely been stagnate at around 1%.
The survey results of Steam for February can be found via the SteamPowered hwsurvey page.