A laser will do it, but there will be a slight (0.1 mm) taper in the
hole. Single flute carbide drills will probably work if you have
everything clamped properly and use a slow feed with plenty of coolant.

Charles Morrill wrote:

Is it possible to drill a hole in High Speed Steel? What sort of drill
bit do you need? I need to drill a 4 mm hole through some 4 mm material.

Thanks, Charles