Clean the fish by removing the gills and the small belly flap, slice all the vegetables thin.
On the bottom of a long gratin dish place the sliced fennel cover with the fish. Cover the fish with the slices of tomatoes, lemon slices, leaves of basil, add the broth and season to taste. Cook the fish in a 450 degrees oven for about 20 minutes. Drain off some of the natural juices, add to a blender and drizzle with olive oil to emulsify. Drizzle back over fish and serve as-is.