There is a method that works pretty fast but I would recommend watching videos on it and knowing how to do so before attempting it by what I've typed.

Hold the mouse by the tail on a table so it's squirming but trying to walk straight. Take some sort of utensil and put it behind the neck. Make sure the utensil is right behind the head on the neck, and once you have it in position where the utensil is blocking the mouse from moving backwards and you have the neck sort of pinned on the table, take the tail and yank it back so it completely kills the rodent.

I saw this on a video once and was quite impressed to see how fast it works. Not very humane but better than the Co2 Chamber.