Steam the broccoli just until it is tender but still crisp, about 4 minutes.
Rinse under cold running water and set aside.
Place the halibut in the center of a lightly greased baking dish and arrange the broccoli around the edges.
Heat the olive oil in a saucepan over moderate heat and stir in the flour.
Cook for 3 minutes, stirring constantly.
Add the milk and bring to a boil, stirring frequently.
Add the wine, cheese, salt, and pepper and stir until the cheese is melted and the sauce is smooth.
Pour over the halibut and broccoli, sprinkle with a little paprika and the toasted almonds.
Bake uncovered in a preheated 375F (190C) oven until the fish is firm to the touch, about 20 minutes.
Add the cherry tomatoes to the broccoli around the edges and bake uncovered another 5 minutes.