Near-infrared, optical, and ultraviolet quasi-simultaneous observations of 11 BL Lacertae objects are reported. For all but one source the dereddened spectral flux distribution in the (8 x 10 13)-(2 x 1015) Hz frequency range can be described by a single power law fv proportional to v-alpha with average spectral index (mean value of alpha) = 0.88 +/- 0.42 (standard deviation) plus, where relevant, the contribution of the host galaxy. In most cases the nonsimultaneous soft X-ray fluxes obtained by the Einstein Observatory lie on or below the extrapolation of the power law. The results are compared with the average spectral properties of other samples of BL Lac objects studied separately in the IR-optical and in the UV bands. The implications for existing models of the objects are briefly discussed.