Chop the herring into bite-sized pieces. Cut the apple and the pickles into small cubes, the olives into fine slices and the onions into very thin slices.
Put the chopped ingredients in a larger bowl, add the bay leaf and juniper berries.
Mix yogurt, cream, horseradish, vinegar, oil and a little pepper in a measuring cup with a whisk and mix well with the prepared ingredients in the bowl.
Let it steep in the refrigerator for at least 3 hours.