Monte Carlo $\epsilon$ - greedy policy is better than $\epsilon$- soft policy

In the RL book of Barto and Sutton, the authors have proved that any $$\epsilon$$-greedy policy with respect to $$q_{\pi}$$ is an improvement over any $$\epsilon$$-soft policy $$\pi$$ is assured by the policy improvement theorem. Let $$\pi^{'}$$ be the $$\epsilon$$-greedy policy. In this derivation, I couldn't understand how the authors the authors went from equation 1 to equation 2.

Equation 1 : $$q_{\pi}(s,\pi^{'}(s)) = \sum_{a}\pi^{'}(a|s)q(s,a)$$

Equation 2 : $$q_{\pi}(s,\pi^{'}(s)) = \frac{\epsilon}{|A(s)|}\sum_{a} q(s,a) + ( 1 - \epsilon)max_{a}q_{\pi}(s,a)$$

As far as I understand we are choosing non-greedy actions with $$\epsilon$$ probability and the greedy actions i.e. actions with $$1 - \epsilon$$ probability but then how did we end up with $$\frac{\epsilon}{A(s)}$$ as a weight for non-greedy actions shouldn't it be $$\frac{\epsilon}{number\ of\ non-greedy \ actions}$$ and this would get the summation of the weights to 1 as they are probabilities after all.

By a non-greedy action, they mean to pick an action that is available for state $$s$$, $$A(s)$$, with equal probability.
Hence that is how we have $$\frac1{|A(s)|}$$.