The faclair beag gives 'sgì' for ski-the-object, and 'sgìtheadh' (genitive* 'sgithidh') for the act of skiing. You can have a look for yourself at
https://www.faclair.com/ - there are a couple of variant spellings, but those are the main ones.
'Sgith' is less likely because it's very similar to the spelling of a common word meaning 'tired', but it's a perfectly good representation of the sound of the English word, and Gaelic spelling can be a bit of a free for all round the edges.
*Grammar lesson if required - genitive is the 'belonging to' version of the word, like adding 's to Bob to get 'Bob's book', or 'of the' to get 'the hair of the dog'. Sgìtheadh=skiing, leanad sgìthidh=slope of skiing.