When I studied Metrology, one thing that they always stressed was to never leave the jaws of your caliper closed, when not in use. This is to prevent oxidation of the metal so to maintain the accuracy of the device. So I am surprised that all the Caliper Holders that I see on Thingiverse are designed to hold the calipers Jaws Closed.
I designed these Holders to store the calipers with the jaws open. I provided extra space to allow for any differences in caliper dimensions. All my calipers fit, with room to spare, as long as the jaws are open between approximately 10~20mm.
The Caliper_Holder.stl was designed to be mounted horizontally or angled up/down, using two #6 flat head screws.
Update (April 28th 2019):
I also designed three vertical caliper holders now. They are based on the same design, but are visually different. Caliper_Holder_Vertical.stl in versions A, B and C.