v3.26.1
Warrant Liabilities - Schedule of Fair Value of Warrant Estimated on its Grant Date Using the Black Scholes Option Pricing Model (Details)
 6 Months Ended 12 Months Ended
Jun. 30, 2026
$ / shares
Jun. 30, 2026
SFr / shares
Jun. 30, 2025
Dec. 31, 2025
$ / shares
Dec. 31, 2025
SFr / shares
Fair value of Warrant Option Pricing model [Line items]          
Expected term     6 years 3 months [1]    
Divdend yield 0.00% 0.00% 0.00%    
Black-Scholes option-pricing model          
Fair value of Warrant Option Pricing model [Line items]          
Share price on valuation date | (per share) $ 13.87 SFr 11.22   $ 19.97 SFr 15.83
Divdend yield 0.00% 0.00%   0.00% 0.00%
Black-Scholes option-pricing model | Bottom of range [member]          
Fair value of Warrant Option Pricing model [Line items]          
Expected volatility 67.90% [2] 67.90% [2]   82.52% [2] 82.52% [2]
Expected term 2 years 5 months 15 days [3] 2 years 5 months 15 days [3]   2 years 8 months 15 days [3] 2 years 8 months 15 days [3]
Risk-free interest rate 4.14% [4] 4.14% [4]   3.53% [4] 3.53% [4]
Black-Scholes option-pricing model | Top of range [member]          
Fair value of Warrant Option Pricing model [Line items]          
Expected volatility 68.92% [2] 68.92% [2]   85.13% [2] 85.13% [2]
Expected term 3 years 18 days [3] 3 years 18 days [3]   3 years 3 months 14 days [3] 3 years 3 months 14 days [3]
Risk-free interest rate 4.15% [4] 4.15% [4]   3.58% [4] 3.58% [4]
[1]

(3) The expected term represents the period that share-based awards are expected to be outstanding.
[2] The expected volatility was derived from the historical stock volatilities of the Company, as well as comparable peer public companies within the Company’s industry.
[3] The expected term represents the period that the Amended BlackRock Warrant is expected to be outstanding.
[4] The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the measurement date with maturities approximately equal to the expected terms.