You can download each query view by using Export but this is of course not a practical solution for getting large amounts of data as I also believe there are some limits in play.
The match details, rolls and replay shown are extracted from replay files and are not put in any database and I don't plan to do that either. Individual replay files can be downloaded from where you look at the detail match data on goblinSpy.
It would be possible to fill a DB with replay data, but it would be a lot of data and requests to cyanide so I only ask for it when the user tries to look at the detailed data.
The database itself is a sqlite database per competition and platform.
You could join together several of those to get large amounts of data.
I added a link to the DB to the right of the "menu" on goblinSpy.
Note that if the DB is updated halfway through your download, the downloaded DB will be corrupt, so best used on non-active competitions.
You could use http://sqlitebrowser.org/ to browse the data, do queries or export to CSV.
Tables that correspond to what is given from cyanide are in tables: matches, playerstats, teamstats, coachstats, schedule.
Tables that correspond to what's shown on goblinSpy are: leaguematches, scheduled, leaguestandings, teammatches, racewins, matchplayers