In Cube it's possible to display the last change time of a parameter. Does this information can be displayed in visio ? or is it available in automation script/API ?
I'm not sure about Visio, but it is possible to get this information from the WebAPI method GetParameter: it returns a DMAParameter object containing LastValueChange and LastValueChangeUTC.
This is currently not available out of the box in the Visual Overview. You could retrieve it using an automation script and output the last change as a session variable (see docs).