Keeping your keys between your knuckles as a self-defense tactic for women is worthless.
At the most, you’ll damage your opponent slightly and make him angry. More likely that you’ll break your finger(s) and be too injured yourself to do anything else.
Better is to buy two bottles of pepper spray. Practice what it feels like to use one and how to aim it. Keep the other one with you.
Warning: Not everyone will be stopped by pepper spray. But it’s far, far better than the keys between the fingers thing.