Why is Banquo's ghost is important in act 3?

Banquo's ghost is evidence of Macbeth's guilt and the fear that Macbeth feels about not being entirely secure on the throne.  It further shows the nobles around him that he is "losing" it.

One of the most compelling scenes in Macbeth takes place at the banquet haunted by Banquo's ghost. Once again, the boundaries between reality and the supernatural are blurred as Banquo's ghost appears twice—both at exactly the moment Macbeth mentions him. It seems that the vision of Banquo accompanies the idea of Banquo in Macbeth’s mind. The ghost thus seems more like the manifestation of an idea—a figment of the imagination—rather than a “real” ghost. Lady Macbeth says as much when she pulls Macbeth aside: “This is the very painting of your fear; / This is the air-drawn dagger which you said / Led you to Duncan" (III iv 60-62). Just like the dagger, Banquo's ghost appears to be a realization of Macbeth's guilt. Even if the occurrence is supernatural, the event is very real for Macbeth.