I had to look that up, it's just too good to pass.

(Cassius Dio, contemporary historian) tells us that the empress teased her companion (the wife of Argentocoxos, a Caledonian chief) by saying that Caledonian women indulge in a sexual free-for-all, sharing their beds with different men while making no attempt to conceal their adultery. To a respectable aristocratic lady like Julia, such brazen promiscuity would indeed have seemed worthy of comment. We then see the wife of Argentocoxos swiftly responding with what Dio calls ‘a witty remark’ of her own:

“We fulfil the demands of nature in a much better way than do you Roman women; for we consort openly with the best men, whereas you let yourselves be debauched in secret by the vilest.”

A bit further below, however

The consensus view among present-day historians is that he simply invented the speech quoted above.

Sauce - https://senchus.wordpress.com/2019/08/14/julia-and-the-caledonian-women/