We present one of the largest multiwavelength studies of simultaneous optical-to-X-ray spectral energy distributions (SEDs) of unobscured (NH < 1022 cm−2) active galactic nuclei (AGN) in the local Universe. Using a representative sample of hard-X-ray-selected AGN from the 70-month Swift/BAT catalog, with optical/UV photometric data from Swift/UVOT and X-ray spectral data from Swift/XRT, we constructed broadband SEDs of 236 nearby AGN (0.001 < z < 0.3). We employed GALFIT to estimate host galaxy contamination in the optical/UV and determine the intrinsic AGN fluxes. We used an absorbed power law with a reflection component to model the X-ray spectra and a dust-reddened multi-temperature blackbody to fit the optical/UV SED. We calculated intrinsic luminosities at multiple wavelengths, total bolometric luminosities (Lbol), optical-to-X-ray spectral indices (αox), and multiple bolometric corrections (κλ) in the optical, UV, and X-rays. We used black hole masses obtained by reverberation mapping and the virial method to estimate Eddington ratios (λEdd) for all our AGN. We confirm the tight correlation (scatter = 0.45 dex) between UV (2500 Å) and X-ray (2 keV) luminosity for our sample. We observe a significant decrease in αox with Lbol and λEdd, suggesting that brighter sources emit more UV photons per X-rays. We report a second-order regression relation (scatter = 0.15 dex) between the 2–10 keV bolometric correction (κ2−10) and αox, which is useful to compute Lbol in the absence of multiband SEDs. We also investigate the dependence of optical/UV bolometric corrections on the physical properties of AGN and obtain a significant increase in the UV bolometric corrections (κW2 and κM2) with Lbol and λEdd, unlike those in the optical (κV and κB), which are constant across five orders of Lbol and λEdd. We obtain significant dispersions (∼0.1–1 dex) in all bolometric corrections, and hence recommend using appropriate relations with observed quantities while including the reported scatter, instead of their median values.