My attempt to create a couple marker holders for our makerspace whiteboard was less than successful. But, by learning from a few of my mistakes you should be able to pull it off.
Step 1: Use Plenty of Sugru
I started off with a bit less than half a mini-pack of Sugru, you should use more, I'd say between 3/4 and the whole mini-pack. A marker isn't much weight but you'll need enough Sugru to give your holder some strength.
Step 2: Form the Holder
Press your Sugru against the whiteboard then form it around one of your markers to get the right size. I didn't bring the Sugru far enough around in front of the marker so mine keeps falling to the ground. Play it safe and only leave a small gap at the front, the Sugru is flexible enough to put the marker in once it hardens.
Once you have your shape you'll want to remove the marker. The Sugru will stick a bit to it so you'll need to reform it a bit to get the shape you just had.
Step 3: Let the Sugru Set
The Sugru will remain pliable for about 30 minutes and take 24 hours to completely set. In the mean time you don't want your holder losing it's shape.
I made use of some of the Sugru packaging (Bonus: it doesn't stick to the Sugru) and a magnetic pencil to form a scaffold to hold things in place.
Come back in 24 hours, remove your scaffold, and enjoy your quick and easy marker access!