However, Swan – making her first appearance at Wimbledon in three years – was unable to join Fery in the third round as she fell to a 6-1 6-4 defeat by American Keys.
Both Fery and Swan were watched on by Catherine, the Princess of Wales – a patron of the All England Lawn Tennis and Croquet Club (AELTC).
“I didn’t know she was here. I probably would have been a bit more tight if I did,” said Fery, who has reached the third round of a Grand Slam for the first time and is set to earn least £185,000 in prize money.
Virtanen, the world number 140, caused the biggest shock of the men’s draw so far on Tuesday when he knocked out fourth seed Ben Shelton in a five-set win.
The Finn, who spent more than four hours on court against Shelton, won just four points on Fery’s serve in the opening five games, but when he was presented with a first break point at 5-5, he capitalised on it before serving out the set.
After suffering another nosebleed – a repeat of an issue he experienced against Dzumhur in the first round – Fery pulled himself level via a second-set tie-break and he did not offer Virtanen another break point before wrapping up the win.
Fellow Britons Jacob Fearnley and Jan Choinski will hope to follow suit later on Thursday, when they take on Jaume Munar and Frances Tiafoe respectively.
Fery, ranked 114th in the world, will next face another unseeded player in either Zizou Bergs of Belgium or Portugal’s Jaime Faria.