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One key aspect of quantum metrology, measurement incompatibility, is evident only through the simultaneous estimation of multiple parameters. The symmetric logarithmic derivative Cramér-Rao bound (SLDCRB), gives the attainable precision, if the optimal measurements for estimating each individual parameter commute. When the optimal measurements do not commute, the SLDCRB is not necessarily attainable. In this regard, the Holevo Cramér-Rao bound (HCRB) plays a fundamental role, providing the ultimate attainable precisions when one allows simultaneous measurements on infinitely many copies of a quantum state. For practical purposes, the Nagaoka Cramér-Rao bound (NCRB) is more relevant, applying when restricted to measuring quantum states individually. The interplay between these three bounds dictates how rapidly the ultimate metrological precisions can be approached through collective measurements on finite copies of the probe state. We first consider two parameter estimation and prove that if the HCRB cannot be saturated with a single copy of the probe state, then it cannot be saturated for any finite number of copies of the probe state. With this, we show that it is impossible to saturate the HCRB for several physically motivated problems. For estimating any number of parameters, we provide necessary and sufficient conditions for the attainability of the SLDCRB with separable measurements. We further prove that if the SLDCRB cannot be reached with a single copy of the probe state, it cannot be reached with collective measurements on any finite number of copies of the probe state. These results together provide necessary and sufficient conditions for the attainability of the SLDCRB for any finite number of copies of the probe state. This solves a significant generalisation of one of the five problems recently highlighted by [P.Horodecki et al, Phys. Rev. X Quantum 3, 010101 (2022)].