Yes, though it is spread out very thinly. In many parts of space there is less than one atom per cubic centimeter - the best "vacuum" on Earth has much more than that. Even so, it is estimated, for example, that the thin gas spread out between galaxies, in a galaxy group, has more mass than all the normal matter (i.e., not counting the so-called "dark matter") of the galaxies themselves - for instance, more mass than all the astars in the galaxies.