Prick each aubergine just below the stalk and cook under a hot grill for 15 minutes, turning several times until the skin is blistered and blackened. Transfer to a chopping board and leave to cool.
Heat the oil in a large saucepan, add the onion and fry, stirring for 5 minutes until softened. Meanwhile, cut the aubergines in half and use a spoon to scoop out the soft flesh, leaving the blackened skin behind.
Add the aubergine flesh and garlic to the onion and fry for 2 minutes. Mix in the tomatoes, smoked paprika and sugar and cook briefly, then stir in the stock and season with salt and pepper. Bring to the boil, cover and simmer for 30 minutes.
Purée the soup in batches in a blender or food processor until smooth. Pour back into the saucepan and reheat. Mix together the anchovies, chives, butter and a little pepper. Toast the bread and spread with the anchovy butter. Ladle the soup into bowls and float the anchovy toasts on top. Serve immediately.