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Context. Active galactic nuclei (AGN) emit radiation over a wide range of wavelengths, with a peak of emission in the far-UV region of the electromagnetic spectrum, a spectral region that is historically difficult to observe. Aims. Using optical, GALEX UV, and XMM-Newton data we derive the spectral energy distribution (SED) from the optical/UV to X-ray regime of a sizeable sample of AGN. The principal motivation is to investigate the relationship between the optical/UV emission and the X-ray emission and provide bolometric corrections to the hard X-ray (2-10 keV) energy range, kbol, the latter being a fundamental parameter in current physical cosmology. Methods. We construct and study the X-ray to optical SED of a sample of 195 X-ray selected Type 1 AGN belonging to the XMM-Newton bright serendipitous survey (XBS). The optical-UV luminosity was computed using data from the Sloan Digital Sky Survey (SDSS), from our own dedicated optical spectroscopy and the satellite GALaxy evolution EXplorer (GALEX), while the X-ray luminosity was computed using XMM-Newton data. Because it covers a wide range of redshift (0.03 < z ≲2.2), X-ray luminosities (41.8 < log L[2-10] keV < 45.5 erg/s) and because it is composed of "bright objects", this sample is ideal for this kind of investigation. Results. We confirm a highly significant correlation between the accretion disc luminosity Ldisc and the hard X-ray luminosity L[2-10] keV, in the form Ldisc ∝ LΔ [2-10] keV, where Δ = 1.18 ± 0.05. We find a very shallow dependence of kbol on the X-ray luminosity with respect to the broad distribution of values of kbol. We find a correlation between kbol and the hard X-ray photon index Γ2-10 keV and a tight correlation between the optical-to-X-ray spectral index αox and kbol, so we conclude that both Γ2-10 keV and αox can be used as a proxy for kbol. [ABSTRACT FROM AUTHOR]