How to mirror an assembly

Hello, I was able to mirror a part by selecting a surface of a part and then chose insert mirror. However, I am unable to do it for assembly. After trying without success, I saved the assembly as a part file. Then, opened the part file and selected all the parts in the assembly and chose mirror. A mirror was created but not in a separate file. It is in the same file. Deleting parts of the original assembly also deleted the mirror assembly. Could you please let me know what is going on and the proper way to create a mirror of an assembly? I want left and right assembly in two separate files. Thanks.

SolidworksAssemblies