For the sauce, heat the olive oil in a large (12-inch) saute pan. Add the onions, fennel, bell peppers, and garlic and cook over medium-low heat for 10 minutes, stirring occasionally, until the vegetables are soft. Put the tomatoes with their juices in a food processor fitted with the steel blade and pulse several times, until very large diced. Add the tomatoes to the sauce, then the chicken stock, white wine, anchovies, 1 teaspoon salt, and 1 teaspoon pepper. Simmer over low heat for 25 to 30 minutes, stirring occasionally, until thickened. Add the chopped basil, capers, and butter and cook for 1 minute.
Meanwhile, prepare a grill with hot coals. Brush the swordfish with olive oil and sprinkle with salt and pepper. Grill over high heat for 5 minutes on each side until the center is no longer raw. Don¿t overcook! Place a puddle of sauce on a serving plate, arrange the swordfish on top, and garnish with extra basil. Serve hot or at room temperature.