Preheat oven to 200°C / 400°F / Gas Mark 6. Add the rosemary to 180ml olive oil and mix together.
Place the fish in a large roasting tray, season and spoon over half the rosemary;and oil mixture. Place 4-5 slices of lemon on top of this. Sprinkle over the capers and place the anchovies on the fish. Drizzle over the rest of the rosemary and oil mixture.
Bake in the oven for around 15 mins off the bone or 25 mins if the fish is still on the bone. Remove from the oven, allow to rest for 5 minutes. Serve with a fresh crisp salad and an extra squeeze of lemon juice.