The presence and the microscopic origin of normal stress differences in dense suspensions under simple shear flows are investigated by means of inertialess particle dynamics simulations, taking into account hydrodynamic lubrication and frictional contact forces. The synergic action of hydrodynamic and contact forces between the suspended particles is found to be the origin of negative contributions to the first normal stress difference $N_1$, whereas positive values of $N_1$ observed at higher volume fractions near jamming are due to effects that cannot be accounted for in the hard-sphere limit. Furthermore, we found that the stress anisotropy induced by the planarity of the simple shear flow vanishes as the volume fraction approaches the jamming point for frictionless particles, while it remains finite for the case of frictional particles.
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