Fair value measurement - Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - Recurring [Member] - USD ($) $ in Thousands		Jun. 30, 2022	Mar. 31, 2022
Assets:
Total assets measured at fair value		$ 24,911	$ 24,778
Liabilities:
Total liabilities measured at fair value		2,748	13,592
Pension plan assets [Member]
Assets:
Total assets measured at fair value	[1]	24,911	24,778
Convertible loan derivatives [Member]
Liabilities:
Total liabilities measured at fair value	[2]	2,297	11,858
Debt Related Consent Warrants [Member]
Liabilities:
Total liabilities measured at fair value	[3]	436	1,657
Debt Related Consent Shares [Member]
Liabilities:
Total liabilities measured at fair value		15	77
Level 1 [Member]
Liabilities:
Total liabilities measured at fair value		15	77
Level 1 [Member] | Debt Related Consent Shares [Member]
Liabilities:
Total liabilities measured at fair value		15	77
Level 2 [Member]
Assets:
Total assets measured at fair value		24,911	24,778
Liabilities:
Total liabilities measured at fair value		2,733	13,515
Level 2 [Member] | Pension plan assets [Member]
Assets:
Total assets measured at fair value	[1]	24,911	24,778
Level 2 [Member] | Convertible loan derivatives [Member]
Liabilities:
Total liabilities measured at fair value	[2]	2,297	11,858
Level 2 [Member] | Debt Related Consent Warrants [Member]
Liabilities:
Total liabilities measured at fair value	[3]	$ 436	$ 1,657

[1] The fair value of pension plan assets has been determined as the surrender value of the portfolio of active insured employees held within the AXA LLP Foundation Suisse Romande collective investment fund.

[2] The fair value of the Convertible loan derivatives has been determined by utilizing a single factor lattice model using market-based observable inputs such as historical share prices for Quotient Limited, interest rates derived from the U.S. Dollar Swap interest rate curve, credit spread, and implied volatility obtained from third party market price quotations.

[3] The fair value of the Consent Warrants has been determined by utilizing a Black-Scholes model using market-based observable inputs such as historical share prices for Quotient Limited, quotations for US treasury interest rates, and implied volatility obtained from third party market price quotations.