The Compact Directed Acyclic Word Graph (CDAWG) is a space efficient data structure that supports indices of a string. The Symmetric Directed Acyclic Word Graph (SCDAWG) for a string w is a dual structure that supports indices of both w and the reverse of w simultaneously. Blumer et al. gave the first algorithm to construct an SCDAWG from a given string, that works in an off-line manner. In this paper, we show an on-line algorithm that constructs an SCDAWG from a given string directly.