Yes, it's no problem to take a ferry between the two. You can easily visit St. Maarten for the day. Ferries depart every half hour during the day(7:30 a.m. to 7 p.m.) from the terminal at Blowing Point and it's $15 per person the last time I checked. You don't need reservations.
ferry service to Anguilla yes ferries leave Marigot every 30 minutes on weekdays and take about 20 mins to get to Blowing Point, which is the ferry port on Anguilla. As far as I now, you have to sign up for the ferry because if you don't they will not let you board. btw, there is also a night ferry, which is advertised as leaving at 10 pm, but the last time I took it left at 11pm.
Thanks so much for the information! It's very helpful to know about the Caribbean ferry routes from Anguilla to St. Maarten.