We present one of the largest multiwavelength studies of simultaneous optical-to-X-ray spectral energy distributions (SEDs) of unobscured (N_H<10^22cm^-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 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 (L_bol_), optical-to-X-ray spectral indices ({alpha}_ox_), and multiple bolometric corrections ({kappa}_{lambda}_) in the optical, UV, and X-rays. We used black hole masses obtained by reverberation mapping and the virial method to estimate Eddington ratios ({lambda}_Edd_) for all our AGN. We confirm the tight correlation (scatter=0.45dex) between UV (2500{AA}) and X-ray (2keV) luminosity for our sample. We observe a significant decrease in {alpha}_ox_ with Lbol} and {lambda}_Edd_, suggesting that brighter sources emit more UV photons per X-rays. We report a second-order regression relation (scatter=0.15dex) between the 2-10keV bolometric correction ({kappa}_2-10_) and {alpha}_ox_, 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 ({kappa}_W2_ and {kappa}_M2_) with Lbol and {lambda}_Edd_, unlike those in the optical ({kappa}_V_ and {kappa}_B_), which are constant across five orders of L_bol and {lambda}_Edd_. We obtain significant dispersions (~0.1-1dex) in all bolometric corrections, and hence recommend using appropriate relations with observed quantities while including the reported scatter, instead of their median values.