This is an absolute classic in the physio repertoire!
CLICK TO VIEW EXERCISE #4
The bands makes all the difference to an everyday squat here.
When we walk, if we have poor functioning gluteals (or butt muscles) then our femur (thigh bones) can start to angle in.
This can cause the knee cap to rub in the groove, as the groove is actually situated on the femur.
This rubbing can annoy the ligament tissue around the knee and lead to pain, which inhibits the quads, leading to more rubbing, more pain and then more inhibition - the nasty cycle continues.
So, you need to be working on your gluteals, and your quadriceps, at the same time.
This is why physios love the banded double leg squat. If you want to add a progression, simply get some weight in your hand, or a bar on your shoulders.